+62.1%
CNH vs NLY
+132.9%
-70.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +1.8% | -0.4% | +2.3% | +2.1% |
| 30D | +32.6% | -1.3% | +33.9% | +33.3% |
| 3M | +29.4% | +7.6% | +21.8% | +24.6% |
| 6M | +26.0% | +8.9% | +17.1% | +20.5% |
| YTD | +52.2% | +8.1% | +44.2% | +46.0% |
| 1Y | +23.9% | +15.8% | +8.1% | +14.4% |
| 3Y | +10.1% | +70.2% | -60.1% | -16.6% |
| 5Y | +13.2% | +30.0% | -16.8% | -3.5% |
| 10Y | +160.7% | +86.8% | +73.8% | +92.0% |
| All | +62.1% | +132.9% | -70.8% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling